-97.5%
AMC vs TROW
+117.2%
-214.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -0.7% |
| 7D | +8.4% | -0.5% | +8.9% | +8.9% |
| 30D | +9.2% | +6.7% | +2.4% | +4.8% |
| 3M | +32.0% | -1.7% | +33.7% | +33.8% |
| 6M | +149.3% | +7.8% | +141.4% | +135.4% |
| YTD | +114.1% | +9.9% | +104.2% | +98.3% |
| 1Y | +35.8% | +8.7% | +27.0% | +26.8% |
| 3Y | -58.3% | +35.2% | -93.5% | -67.7% |
| 5Y | -99.2% | -37.5% | -61.7% | -98.9% |
| 10Y | -98.8% | +123.7% | -222.5% | -99.2% |
| All | -97.5% | +117.2% | -214.7% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling